| Metric | b.30.sqn2.o_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 231.42% | 109.12% |
| Max Drawdown | -23.51% | -66.89% |
| Sharpe | 1.53 | 0.7 |
| Sortino | 2.76 | 1.05 |
| Payoff Ratio | 1.35 | 1.16 |
| Profit Factor | 1.56 | 1.11 |
| Common Sense Ratio | 2.33 | 1.18 |
| CPC Index | 1.1 | 0.66 |
| Tail Ratio | 1.5 | 1.06 |
| Outlier Win Ratio | 19.33 | 3.73 |
| Outlier Loss Ratio | 4.79 | 2.94 |
| Volatility (ann.) | 27.42% | 54.81% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.98 | 0.4 |
| Skew | 2.21 | 0.2 |
| Kurtosis | 25.04 | 3.51 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.2% | 1.96% |
| Expected Yearly % | 34.93% | 20.25% |
| Kelly Criterion | 16.65% | 9.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.25% | -4.61% |
| Expected Shortfall (cVaR) | -2.25% | -4.61% |
| Year | BTCUSD | b.30.sqn2.o_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.17 | 4.97 | -0.08 | + |
| 2023 | 154.85 | 50.73 | 0.33 | - |
| 2024 | 119.18 | 79.54 | 0.67 | - |
| 2025 | -6.00 | 16.67 | -2.78 | + |
| Metric | b.30.sqn2.o_daily_ | BTCUSD |
|---|---|---|
| MTD | 11.02% | 8.82% |
| 3M | 13.75% | -11.89% |
| 6M | 34.72% | 38.13% |
| YTD | 16.67% | -6.0% |
| 1Y | 94.09% | 35.64% |
| 3Y (ann.) | 38.91% | 27.36% |
| 5Y (ann.) | 46.61% | 26.57% |
| Metric | b.30.sqn2.o_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -23.51% | -66.89% |
| Longest DD Days | 304.0 | 683.0 |
| Avg. Drawdown | -3.89% | -10.57% |
| Avg. Drawdown Days | 30.0 | 69.0 |
| Recovery Factor | 9.84 | 1.63 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-14 | 2023-03-14 | -23.51 | 304 |
| 2024-06-06 | 2024-08-09 | -13.02 | 64 |
| 2024-01-03 | 2024-02-27 | -8.76 | 55 |
| 2023-04-29 | 2023-10-18 | -8.53 | 172 |
| 2025-02-02 | 2025-03-01 | -7.21 | 27 |
| 2022-03-10 | 2022-05-13 | -6.92 | 64 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2024-08-12 | 2024-09-10 | -4.58 | 29 |
| 2023-12-23 | 2024-01-02 | -4.25 | 10 |
| 2023-10-19 | 2023-11-16 | -3.78 | 28 |
| Metric | b.30.sqn2.o_daily_ | BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 26.2% | 28.96% |
| Worst Week | -6.86% | -30.92% |
| Best Month | 26.07% | 45.57% |
| Worst Month | -10.69% | -36.86% |
| Best Year | 79.54% | 154.85% |
| Worst Year | 4.97% | -60.17% |
| Avg. Up Day | 1.78% | 2.21% |
| Avg. Down Day | -1.32% | -1.91% |
| Avg. Up Week | 4.66% | 6.25% |
| Avg. Down Week | -2.42% | -5.83% |
| Avg. Up Month | 7.12% | 15.79% |
| Avg. Down Month | -4.5% | -12.3% |
| Win Days % | 52.16% | 51.53% |
| Win Month % | 70.27% | 55.26% |
| Win Week % | 55.21% | 53.29% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |